+1,530.3%
MOD vs Z
-64.8%
+1,595.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.9% |
| 7D | +9.6% | -3.0% | +12.6% | +10.4% |
| 30D | 0.0% | -4.2% | +4.2% | +0.6% |
| 3M | -35.4% | -3.7% | -31.7% | -35.7% |
| 6M | -7.3% | -24.5% | +17.2% | -1.5% |
| YTD | +45.8% | -49.3% | +95.1% | +72.3% |
| 1Y | +43.1% | -58.7% | +101.8% | +79.2% |
| 3Y | +297.7% | -34.1% | +331.8% | +320.3% |
| All | +1,530.3% | -64.8% | +1,595.1% | +1,540.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling